Conformal Prediction Intervals with Tail-Specific Guarantees

By Simone Cuonzo, Nina Deliu

Published 2026-06-17

Everscope rating

1701.5

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Tail-Specific Split Conformal Prediction via One-Sided Intersection. Problem types: Regression, Time Series Forecasting, Risk Management, Online Learning, Density Estimation.

arXiv:2606.18199 · Paper rankings

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